+41,936.4%
JBL vs ROP
+10,518.2%
+31,418.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.1% | +3.2% |
| 7D | +3.0% | -4.4% | +7.5% | +5.2% |
| 30D | -8.3% | +3.2% | -11.5% | -10.0% |
| 3M | -16.9% | +23.1% | -40.0% | -26.4% |
| 6M | +21.8% | +13.3% | +8.5% | +11.1% |
| YTD | +36.3% | -7.9% | +44.2% | +36.4% |
| 1Y | +49.5% | -22.1% | +71.6% | +62.0% |
| 3Y | +170.6% | -16.8% | +187.4% | +181.7% |
| 5Y | +408.4% | -13.5% | +421.9% | +415.7% |
| 10Y | +1,450.4% | +137.7% | +1,312.7% | +859.9% |
| All | +41,936.4% | +10,518.2% | +31,418.3% | +10,016.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling